Work detail

Agent-based behavioral finance

Author: Bc. Tomáš Jarolímek
Year: 2010 - summer
Leaders: PhDr. Petr Švarc
Consultants:
Work type: Bachelors
Language: Czech
Pages: 58
Awards and prizes:
Link:
Abstract: This bachelor thesis criticizes current conception of economics and introduces new approach called complexity economics. It mainly concerns with unrealistic and reality deforming assumptions, static form of economics and efficient-market hypothesis. On the other side positively evaluates findings of behavioral economics and usage of modern computer-related computational methods. For this purpose it introduces new model of artificial stock market based on prospect theory and continuous double auction.

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Deloitte

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CRIF
McKinsey
Patria Finance